+938.2%
MU vs PPG
-15.7%
+953.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +12.8% | +0.7% | +12.1% | +12.4% |
| 30D | -14.9% | +17.6% | -32.4% | -23.8% |
| 3M | -18.0% | +7.5% | -25.5% | -22.2% |
| 6M | -3.1% | +17.6% | -20.8% | -13.8% |
| YTD | +172.9% | +22.6% | +150.3% | +132.0% |
| 1Y | +228.8% | +28.0% | +200.8% | +170.2% |
| 3Y | +950.8% | +1.8% | +949.1% | +893.2% |
| All | +938.2% | -15.7% | +953.9% | +933.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling